Let π:M→B be a horizontally conformal submersion. We give necessary curvature conditions on the manifolds M and B, which lead to non-existence results for certain horizontally conformal maps, and harmonic morphisms. We then classify all such maps between open subsets of Euclidean spaces, which additionally have totally geodesic fibres and are horizontally homothetic. They are orthogonal projections on each connected component, followed by a homothety.